Religious freedoms first world v "third"

I've always been curious as to why its okay for a traveling women whether from Europe, Canada or some other country, is forced to follow Islamic law(gollow behind a man, cover your face, don't speak out of turn) when in countries like Iran, Syria and even Egypt, but when someone from the middle east that is Islamic, comes to a western country, they get to follow their own customs and have made us change ours(Canada now accepts . I just don't understand why we have to fit in in their countries, but they don't in ours. Can someone please explain that to me, because I honestly don't understand